Tail expansions for random record distributions

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dc.identifier.uri http://dx.doi.org/10.15488/2706
dc.identifier.uri http://www.repo.uni-hannover.de/handle/123456789/2732
dc.contributor.author Grübel, Rudolf
dc.contributor.author Von Öhsen, Niklas
dc.date.accessioned 2018-01-29T14:34:08Z
dc.date.available 2018-01-29T14:34:08Z
dc.date.issued 2001
dc.identifier.citation Grübel, R.; Von Öhsen, N.: Tail expansions for random record distributions. In: Mathematical Proceedings of the Cambridge Philosophical Society 130 (2001), Nr. 2, S. 365-382.
dc.description.abstract The random record distribution ν associated with a probability distribution μ can be written as a convolution series, ν = Σn=1∞(n + 1)-1μ(Black star)n. Various authors have obtained results on the behaviour of the tails ν((cursive Greek chi, ∞)) as cursive Greek chi → ∞, using Laplace transforms and the associated Abelian and Tauberian theorems. Here we use Gelfand transforms and the Wiener-Lévy-Gelfand Theorem to obtain expansions of the tails under moment conditions on μ. The results differ notably from those known for other convolution series. © 2001 Cambridge Philosophical Society. eng
dc.language.iso eng
dc.publisher Cambridge : Cambridge University Press
dc.relation.ispartofseries Mathematical Proceedings of the Cambridge Philosophical Society 130 (2001), Nr. 2
dc.rights Es gilt deutsches Urheberrecht. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. Dieser Beitrag ist aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich.
dc.subject random record distribution eng
dc.subject algebra eng
dc.subject.ddc 510 | Mathematik ger
dc.title Tail expansions for random record distributions eng
dc.type article
dc.type Text
dc.relation.issn 0305-0041
dc.bibliographicCitation.issue 2
dc.bibliographicCitation.volume 130
dc.bibliographicCitation.firstPage 365
dc.bibliographicCitation.lastPage 382
dc.description.version publishedVersion
tib.accessRights frei zug�nglich

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